+521.9%
BKR vs DTE
+3,444.9%
-2,923.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.0% |
| 7D | -6.7% | -2.0% | -4.7% | -5.6% |
| 30D | -8.3% | -2.4% | -5.9% | -7.1% |
| 3M | -5.4% | -7.3% | +1.9% | -1.8% |
| 6M | +0.8% | -7.6% | +8.4% | +4.4% |
| YTD | +31.8% | +5.8% | +26.0% | +26.5% |
| 1Y | +28.6% | +2.3% | +26.2% | +25.4% |
| 3Y | +71.2% | +45.0% | +26.2% | +34.9% |
| 5Y | +179.2% | +33.2% | +146.0% | +128.1% |
| 10Y | +124.0% | +141.4% | -17.4% | +31.4% |
| All | +521.9% | +3,444.9% | -2,923.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling